-49.1%
TSLL vs ALM
+437.3%
-486.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.7% | -11.4% | -4.8% |
| 7D | +17.8% | +1.2% | +16.6% | +17.5% |
| 30D | +8.2% | -19.3% | +27.6% | +11.4% |
| 3M | +20.9% | -40.6% | +61.5% | +29.0% |
| 6M | -37.5% | -57.9% | +20.4% | -31.0% |
| YTD | -44.5% | -6.7% | -37.8% | -42.9% |
| 1Y | -33.0% | +20.2% | -53.1% | -32.3% |
| 3Y | -6.4% | +879.4% | -885.8% | -21.0% |
| All | -49.1% | +437.3% | -486.4% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling